Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51661.61 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48462.55 Kr¶

PnL: ---------------------------------------> -625.02 Kr¶

DD now: ---------------------------------> -0.544 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 11:06:38.530598'

Anic Portfolio¶

Today¶

Return: 0.044 %¶

This Week¶

Return: 8.699 %¶

Total¶

Return: 69.127 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.750000 807.600000 134.600000 20.000000 673.000000
Nordea Bank Abp 29 0.720000 3557.140000 103.140000 2.990000 3453.999992
HEBA B 70 2.360000 2737.000000 101.000000 3.830000 2636.000010
SAAB B 8 1.450000 3466.400000 89.400000 2.650000 3377.000000
Swedbank A 3 2.100000 613.800000 49.800000 8.830000 564.000000
Resurs Holding 22 1.010000 617.540000 43.540000 7.590000 573.999998
AcadeMedia 12 1.100000 597.840000 40.840000 7.330000 557.000004
MedCap 2 -1.730000 455.000000 34.000000 8.080000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.000000 387.500000 32.500000 9.150000 355.000000
Intrum 4 1.590000 548.000000 21.000000 3.980000 527.000000
OEM International B 7 0.770000 546.700000 18.700000 3.540000 527.999997
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Securitas B 6 1.850000 582.600000 12.600000 2.210000 570.000000
Coor Service Management Hold. 8 1.200000 540.400000 8.400000 1.580000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.360000 250.560000 4.560000 1.850000 246.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.230000 545.500000 -0.500000 -0.090000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.200000 559.650000 -2.350000 -0.420000 562.000005
Corem Property Group B 59 1.880000 574.370000 -2.630000 -0.460000 576.999999
Midsona B 63 0.440000 577.710000 -5.290000 -0.910000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 2.600000 512.850000 -21.150000 -3.960000 533.999999
Fasadgruppen Group 38 -1.280000 4111.600000 -29.400000 -0.710000 4140.999992
International Petroleum Corp. 5 0.000000 562.500000 -32.070000 -5.390000 594.565215
Essity B 2 -1.140000 539.200000 -34.800000 -6.060000 574.000000
Vivesto 1368 -0.200000 559.790000 -53.210000 -8.680000 612.999432
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
OX2 22 4.290000 1845.800000 -143.200000 -7.200000 1989.000002
Axfood 15 -4.170000 3865.500000 -434.500000 -10.100000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48462.550000 -625.020000 -0.54437% 49087.564636

Updated:¶

'2023-02-01 11:06:53.532943'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶